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A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns

Pankaj Gupta, Mukesh Kumar Mehlawat, Arun Kumar, Sanjay Yadav, Abha Aggarwal. A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns. Int. J. Fuzzy Syst., 22(3):824-843, 2020. [doi]

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